MP3 Alarm.NET is a simple WinMo utility that allows you to set your own music as your alarm. So, you can move forward from the default alarm sounds and configuration.
MP3 Alarm.NET allows you to set any playlist/mp3/wma file to play at a time you specify. You can also test the alarm from the application menu. At the specified time, the application plays the selected song in Windows Media Player.
The application is available for Windows Mobile 6.x devices here.